1. Prepare the grill for indirect cooking over medium heat (350° to 450°F).

2. Using a sharp knife, cut a lengthwise slit down the center of each banana to make a pocket. Start and end about ½ inch from each end and be careful not to cut all the way through the banana. Grab the banana from each end and push gently towards each other to open up the pocket. Stuff the pocket with equal parts marshmallow, chocolate, and walnuts.

3. Grill the stuffed bananas over indirect medium heat, with the closed, until the chocolate melts, the marshmallows brown, and the peels turn dark, 12 to 15 minutes.